Morgan Stanley Call 130 iShares N.../  DE000MB7LCP8  /

Stuttgart
15/11/2024  21:11:43 Chg.-0.630 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.630EUR -50.00% -
Bid Size: -
-
Ask Size: -
- 130.00 - 20/12/2024 Call
 

Master data

WKN: MB7LCP
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 20/12/2024
Issue date: 16/06/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.11
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.17
Parity: -0.33
Time value: 0.63
Break-even: 136.30
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 1.19
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.47
Theta: -0.12
Omega: 9.44
Rho: 0.05
 

Quote data

Open: 0.780
High: 0.780
Low: 0.630
Previous Close: 1.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.19%
1 Month
  -63.58%
3 Months
  -63.79%
YTD
  -62.50%
1 Year
  -1.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 0.630
1M High / 1M Low: 1.920 0.630
6M High / 6M Low: 2.220 0.630
High (YTD): 31/07/2024 2.220
Low (YTD): 15/11/2024 0.630
52W High: 31/07/2024 2.220
52W Low: 15/11/2024 0.630
Avg. price 1W:   1.378
Avg. volume 1W:   0.000
Avg. price 1M:   1.463
Avg. volume 1M:   0.000
Avg. price 6M:   1.573
Avg. volume 6M:   0.000
Avg. price 1Y:   1.455
Avg. volume 1Y:   0.000
Volatility 1M:   215.91%
Volatility 6M:   137.26%
Volatility 1Y:   125.66%
Volatility 3Y:   -